Jose Canseco -- My Finger Didn't Fall Off ... It Was A PRANK!!

The mangled finger that "fell off" Jose Canseco's hand during a poker game WILL NOT be popping up on eBay -- 'cause the whole thing was a giant prank ... TMZ Sports has learned.

As we previously reported ... the former baseball star blew off part of his finger last month while cleaning a gun -- but got it reconnected in surgery.

Last week, Jose claimed the reattached digit went rogue ... tweeting, "I was playing in a poker tournament last night and my finger fell off."

Disgusting. Funny. And totally untrue. Jose now admits it was a HOAX.

We contacted Canseco about video he says he shot of the finger fail -- and when push came to shove ... he had to cop to the prank. Jose says he cooked up the plan when he came across the fake finger in a Halloween store.

As for the eBay auction he was pimping on Twitter -- sorry, sickos ... the real deal's still attached.